wickra-core 0.4.0

Core streaming-first technical indicators engine for the Wickra library
Documentation
//! `wickra-core`: streaming-first technical indicators.
//!
//! The core engine of Wickra. Every indicator is implemented as a state machine
//! that consumes inputs one at a time via [`Indicator::update`] in constant time.
//! Batch evaluation is provided as a blanket extension trait so the same code
//! path serves both online (tick-by-tick) and offline (historical) workloads.
//!
//! # Design
//!
//! - **Streaming-first.** State is held by the indicator instance, so a new value
//!   only re-computes deltas, not the whole series.
//! - **Batch is free.** [`BatchExt::batch`] is a blanket implementation that
//!   simply replays `update` over a slice. Writing one implementation gives both
//!   APIs.
//! - **Composable.** Indicators implement [`Indicator<Input = f64, Output = f64>`]
//!   wherever they conceptually take a price, so they can be chained via
//!   [`Chain`].
//! - **No `unsafe`.** The crate forbids `unsafe_code` in the workspace lints.
//!
//! # Quick start
//!
//! ```
//! use wickra_core::{BatchExt, Indicator, Sma};
//!
//! // Streaming:
//! let mut sma = Sma::new(3).unwrap();
//! assert_eq!(sma.update(1.0), None);
//! assert_eq!(sma.update(2.0), None);
//! assert_eq!(sma.update(3.0), Some(2.0));
//!
//! // Batch (replays `update` internally):
//! let mut sma = Sma::new(3).unwrap();
//! let out = sma.batch(&[1.0, 2.0, 3.0, 4.0]);
//! assert_eq!(out, vec![None, None, Some(2.0), Some(3.0)]);
//! ```

#![cfg_attr(docsrs, feature(doc_cfg))]

mod error;
mod ohlcv;
mod traits;

pub mod indicators;

pub use error::{Error, Result};
pub use indicators::{
    AccelerationBands, AccelerationBandsOutput, AcceleratorOscillator, AdOscillator, AdaptiveCycle,
    Adl, Adx, AdxOutput, Adxr, Alligator, AlligatorOutput, Alma, Alpha, AnchoredVwap, Apo, Aroon,
    AroonOscillator, AroonOutput, Atr, AtrBands, AtrBandsOutput, AtrTrailingStop, Autocorrelation,
    AverageDrawdown, AwesomeOscillator, AwesomeOscillatorHistogram, BalanceOfPower, Beta,
    BollingerBands, BollingerBandwidth, BollingerOutput, CalmarRatio, Camarilla,
    CamarillaPivotsOutput, Cci, CenterOfGravity, Cfo, ChaikinMoneyFlow, ChaikinOscillator,
    ChaikinVolatility, ChandeKrollStop, ChandeKrollStopOutput, ChandelierExit,
    ChandelierExitOutput, ChoppinessIndex, ClassicPivots, ClassicPivotsOutput, Cmo,
    CoefficientOfVariation, ConditionalValueAtRisk, ConnorsRsi, Coppock, CyberneticCycle, Decycler,
    DecyclerOscillator, Dema, DemandIndex, DemarkPivots, DemarkPivotsOutput, DetrendedStdDev, Doji,
    Donchian, DonchianOutput, DonchianStop, DonchianStopOutput, DoubleBollinger,
    DoubleBollingerOutput, Dpo, DrawdownDuration, EaseOfMovement, EhlersStochastic, ElderImpulse,
    Ema, EmpiricalModeDecomposition, Engulfing, Evwma, Fama, FibonacciPivots,
    FibonacciPivotsOutput, FisherTransform, ForceIndex, FractalChaosBands, FractalChaosBandsOutput,
    Frama, GainLossRatio, GarmanKlassVolatility, Hammer, HangingMan, Harami, HeikinAshi,
    HeikinAshiOutput, HiLoActivator, HilbertDominantCycle, HistoricalVolatility, Hma, HurstChannel,
    HurstChannelOutput, HurstExponent, Ichimoku, IchimokuOutput, Inertia, InformationRatio,
    InitialBalance, InitialBalanceOutput, InstantaneousTrendline, InverseFisherTransform,
    InvertedHammer, Jma, Kama, KellyCriterion, Keltner, KeltnerOutput, Kst, KstOutput, Kurtosis,
    Kvo, LaguerreRsi, LinRegAngle, LinRegChannel, LinRegChannelOutput, LinRegSlope,
    LinearRegression, MaEnvelope, MaEnvelopeOutput, MacdIndicator, MacdOutput, Mama, MamaOutput,
    MarketFacilitationIndex, Marubozu, MassIndex, MaxDrawdown, McGinleyDynamic,
    MedianAbsoluteDeviation, MedianPrice, Mfi, Mom, MorningEveningStar, Natr, Nvi, Obv, OmegaRatio,
    OpeningRange, OpeningRangeOutput, PainIndex, ParkinsonVolatility, PearsonCorrelation, PercentB,
    PercentageTrailingStop, Pgo, PiercingDarkCloud, Pmo, Ppo, ProfitFactor, Psar, Pvi, RSquared,
    RecoveryFactor, RenkoTrailingStop, Roc, RogersSatchellVolatility, RollingVwap, RoofingFilter,
    Rsi, Rvi, RviVolatility, Rwi, RwiOutput, SharpeRatio, ShootingStar, SineWave, Skewness, Sma,
    Smi, Smma, SortinoRatio, SpearmanCorrelation, SpinningTop, StandardError, StandardErrorBands,
    StandardErrorBandsOutput, StarcBands, StarcBandsOutput, Stc, StdDev, StepTrailingStop,
    StochRsi, Stochastic, StochasticOutput, SuperSmoother, SuperTrend, SuperTrendOutput, TdCombo,
    TdCountdown, TdDeMarker, TdDifferential, TdLines, TdLinesOutput, TdOpen, TdPressure,
    TdRangeProjection, TdRangeProjectionOutput, TdRei, TdRiskLevel, TdRiskLevelOutput,
    TdSequential, TdSequentialOutput, TdSetup, Tema, ThreeInside, ThreeOutside,
    ThreeSoldiersOrCrows, Tii, TreynorRatio, Trima, Trix, TrueRange, Tsi, Tsv, TtmSqueeze,
    TtmSqueezeOutput, Tweezer, TypicalPrice, UlcerIndex, UltimateOscillator, ValueArea,
    ValueAreaOutput, ValueAtRisk, Variance, VerticalHorizontalFilter, Vidya, VoltyStop,
    VolumeOscillator, VolumePriceTrend, Vortex, VortexOutput, Vwap, VwapStdDevBands,
    VwapStdDevBandsOutput, Vwma, Vzo, WaveTrend, WaveTrendOutput, WeightedClose, WilliamsFractals,
    WilliamsFractalsOutput, WilliamsR, Wma, WoodiePivots, WoodiePivotsOutput, YangZhangVolatility,
    YoyoExit, ZScore, ZeroLagMacd, ZeroLagMacdOutput, ZigZag, ZigZagOutput, Zlema, FAMILIES, T3,
};
pub use ohlcv::{Candle, Tick};
pub use traits::{BatchExt, Chain, Indicator};